Turnover in Forwards on US Dollar Vs Mexican Peso different from FX Swaps (Millions of US Dollar) 1/ |
Maturity at trading date | Last observation | Previous five banking days | End of previous | Same day of the previous year | |||||
month | year | ||||||||
08/05/2022 | 08/04/2022 | 08/03/2022 | 08/02/2022 | 08/01/2022 | 07/29/2022 | 07/29/2022 | 12/31/2021 | 08/05/2021 | |
From 1 to 7 days | 35.36 | 7.24 | 0.06 | 3.05 | 0.97 | 2.01 | 2.01 | 10.76 | 11.16 |
From 8 to 30 days | 1,218.01 | 88.62 | 170.41 | 327.73 | 1,543.51 | 31.93 | 31.93 | 260.48 | 287.53 |
From 31 to 60 days | 435.09 | 71.04 | 443.32 | 58.06 | 204.07 | 484.72 | 484.72 | 133.56 | 251.13 |
From 61 to 90 days | 11.06 | 251.64 | 12.14 | 17.57 | 434.15 | 51.37 | 51.37 | 33.46 | 3.48 |
From 91 to 120 days | 48.45 | 31.37 | 6.87 | 209.89 | 37.00 | 27.65 | 27.65 | 13.47 | 5.73 |
From 121 to 150 days | 0.32 | 430.10 | 3.70 | 104.18 | 200.20 | 124.79 | 124.79 | 7.49 | 0.45 |
From 151 to 180 days | 7.71 | 6.20 | 5.55 | 1.13 | 0.82 | 3.67 | 3.67 | 12.24 | 1.81 |
From 181 to 210 days | 0.78 | 18.65 | 0.10 | 5.28 | 23.28 | 32.44 | 32.44 | 9.00 | 32.16 |
From 211 to 240 days | 2.18 | 0.00 | 0.00 | 0.07 | 0.20 | 66.57 | 66.57 | 5.50 | 0.57 |
From 241 to 270 days | 1.96 | 0.04 | 0.00 | 0.16 | 0.10 | 0.19 | 0.19 | 5.49 | 2.24 |
From 271 to 300 days | 0.30 | 0.00 | 0.80 | 0.04 | 0.00 | 0.19 | 0.19 | 7.79 | 0.44 |
From 301 to 330 days | 0.00 | 0.00 | 3.00 | 0.14 | 0.00 | 0.48 | 0.48 | 7.68 | 3.62 |
From 331 to 360 days | 3.59 | 0.10 | 2.31 | 0.50 | 5.37 | 0.61 | 0.61 | 6.28 | 0.50 |
From 361 to 731 days | 13.71 | 9.15 | 10.41 | 1.60 | 0.00 | 0.82 | 0.82 | 1.40 | 2.02 |
From 732 to 1096 days | 0.00 | 4.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
From 1097 to 1461 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
From 1462 to 1827 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
From 1828 to 2557 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
From 2558 to 3653 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
From 3654 to 5479 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
From 5480 to 7305 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Over 7,306 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
1/ According to the international convention used by the Bank for International Settlements (BIS), double-counting on turnover is eliminated in forward transactions (different from FX Swaps) by deducting half of the notional amount reported when both counterparties are domestic banks, brokerage houses and/or regulated multiple-purpose financial institutions (SOFOMES). Foreign Exchange (FX) Swaps are single transactions (anyone of the following pair: spot/forward or forward/forward) involving the actual exchange of two currencies on a specific date at a rate agreed at the trade date of the contract and a reverse exchange of the same two currencies at a date further in the future at a rate agreed on such trade date. | |||||||||
Source: Information requested directly by Banco de Mexico to domestic banking institutions, brokerage houses and regulated multiple-purpose financial institutions (from the last instutions, data is available since 01/08/2017). |